S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.23%
decreased by 0.38%
1 Week
27.26%
decreased by 0.35%
1 Month
27.38%
decreased by 0.23%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 14.40 | |
| 0.0291 | 30.82 | |
| 0.9667 | 922.39 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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